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| Average Time to fill an order on "Remote Run" http://www.dukascopy.com/swiss/english/forex/jforex/forum/viewtopic.php?f=77&t=51479 |
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| Author: | Frank_ [ Fri 04 Jul, 2014, 15:48 ] |
| Post subject: | Average Time to fill an order on "Remote Run" |
Hi Support, I'd like to know what is the Average Time to fill an order if a Jforex Strategy runs in "Remote Run" mode (that is on Dukascopy server). Thanks for reply. Best regards, Frank |
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| Author: | hyperscalper [ Fri 04 Jul, 2014, 16:44 ] |
| Post subject: | Re: Average Time to fill an order on "Remote Run" |
You need to be a bit more precise. Do you mean, say, the time between submission of a new Market order, and its Execution, or its onMessage notification? Remote Server is a very "special" environment in which your code does not run in its own dedicated process. In the past there have been "overload" issues associated with Remote Server, and one major improvement that was made is that Strategies no longer automatically subscribe to all/many instruments, but are required to explicitly subscribe to their instruments. This removed the old "default" situation in which a huge number of onTick or onBar messages were dispatched to code which had no real interest in them. You should measure your own latencies from Submission to the receipt of an onMessage indicating a fill, and that will give you an idea what is going on. In the past, I measured the Timestamps on onTick messages against the System Clock of Remote Server. These issues have been resolved, but I found huge delays in message processing in the Minutes or even near 10 minutes. This situation was immediately dealt with by Dukascopy, but keep in mind that Remote Server is an "uncontrolled" environment in which the loadings depend upon both how many Strategies are running, and just how much processing each Strategy module requires. Live Remote is likely to be better / more stable than Demo Remote would be, for obvious reasons. But you should do your own Performance Monitoring, if you feel there may be an issue and then you can report it to improve the environment. For myself, I no longer use Remote Server for "latency sensitive" processing. You may get your own VPS or Dedicated server if performance is critical for you. One highly recommended provider of servers is HostEurope.ch but you'll have to sharpen up your Linux skills !!! There are other benefits, which are not relevant here, including socket access and other processing which is not permitted on Remote Server. Just a few things to think about... HyperScalper |
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| Author: | Frank_ [ Fri 04 Jul, 2014, 18:33 ] |
| Post subject: | Re: Average Time to fill an order on "Remote Run" |
Hi hyperscalper, I meant the time between Create State and Filled State of an order. Thank for your reply. Regards, Frank |
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| Author: | hyperscalper [ Fri 04 Jul, 2014, 20:45 ] |
| Post subject: | Re: Average Time to fill an order on "Remote Run" |
Again, you'll have to measure it yourself but it's pretty fast and depends on the order type. Of course, you are assuming the Order is at a "marketable" price so the filling should be immediate. Off the top of my head... A limit order (PLACE_BID or PLACE_OFFER) goes from state CREATED, to OPENED, and eventually perhaps to FILLED (if it's marketable) If it's immediately marketable, then I'd guess times are typically <500 msecs or so... but that is entirely load-dependent as far as when you receive the messages, etc. Also it depends upon whether you are using Demo or Live. Again, this is not an environment which offers you a dedicated process. From our high performance dedicated server, those times measure <20 msecs or so.... order processing is very quick considering this is only retail trading. Are you concerned that this is taking too long for you? HyperScalper |
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| Author: | Frank_ [ Sat 05 Jul, 2014, 11:29 ] |
| Post subject: | Re: Average Time to fill an order on "Remote Run" |
Quote: Are you concerned that this is taking too long for you? I'm investigating some Renko bar strategies, and on fast market and on small Renko brick some bars are made in about 3 to 5 millisec. Regards, Frank |
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| Author: | hyperscalper [ Tue 19 Aug, 2014, 05:14 ] |
| Post subject: | Re: Average Time to fill an order on "Remote Run" |
Frank_ wrote: Quote: Are you concerned that this is taking too long for you? I'm investigating some Renko bar strategies, and on fast market and on small Renko brick some bars are made in about 3 to 5 millisec. Regards, Frank OK, well you ain't gonna get near that performance consistently on Remote Server. Plus high performance coding techniques would be necessary, so what is it that you are trying to do ... ? Spend $60+/ month and get a real dedicated server, hire a programmer to give you a "strategy driver" standalone framework, plus code up the strategy for you for high performance, and then you might get that kind of performance. HyperScalper |
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